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A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models

Journal of econometrics, 2017-06, Vol.198 (2), p.209-230

2017

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Modulation of Calcium Oxalate Monohydrate Crystallization by Citrate through Selective Binding to Atomic Steps

Journal of the American Chemical Society, 2005-06, Vol.127 (25), p.9036-9044

2005

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A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

Econometric reviews, 2014-08, Vol.33 (5-6), p.431-471

2014

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Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

Econometric reviews, 2015-03, Vol.34 (3), p.286-327

2015

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Investigating Generalizations of Expected Utility Theory Using Experimental Data

Econometrica, 1994-11, Vol.62 (6), p.1291-1326

1994

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Chemical footprints of giant planet formation: Role of planet accretion in shaping the C/O ratio of protoplanetary disks

Astronomy and astrophysics (Berlin), 2023-10, Vol.678, p.A33

2023

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Robust parametric tests of constant conditional correlation in a MGARCH model

Econometric reviews, 2018-07, Vol.37 (6), p.551-576

2018

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FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS

Econometric theory, 2009-04, Vol.25 (2), p.364-410

2009

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Transformations of Ti-5Al-5V-5Cr-3Mo powder due to reuse in laser powder bed fusion: A surface analytical approach

Applied surface science, 2021-10, Vol.564, p.150433, Article 150433

2021

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The asymptotic distribution of the F-test statistic for individual effects

The econometrics journal, 2006-01, Vol.9 (3), p.404-422

2006

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Hydriding of titanium: Recent trends and perspectives in advanced characterization and multiscale modeling

Current opinion in solid state & materials science, 2022-12, Vol.26 (6), p.101020, Article 101020

2022

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Temporary layoffs and split population models

Journal of applied econometrics (Chichester, England), 2004-01, Vol.19 (1), p.49-67

2004

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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

Economics letters, 2004-02, Vol.82 (2), p.281-287

2004

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The small-sample performance of the information-matrix test

Journal of econometrics, 1990-12, Vol.46 (3), p.309-331

Orme, Chris

1990

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On Testing Sample Selection Bias Under the Multicollinearity Problem

Econometric reviews, 2005-01, Vol.24 (4), p.467-481

2005

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Simulation-based tests for heteroskedasticity in linear regression models: Some further results

The econometrics journal, 2006-01, Vol.9 (1), p.76-97

2006

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On the uniqueness of the maximum likelihood estimator

Economics letters, 2002-04, Vol.75 (2), p.209-217

2002

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Using bootstrap methods to obtain nonnormality robust Chow prediction tests

Economics letters, 2002-08, Vol.76 (3), p.429-436

2002

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On the Use of Artificial Regressions in Certain Microeconometric Models

Econometric theory, 1995-06, Vol.11 (2), p.290-305

Orme, Chris

1995

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Worker absence histories: a panel data study

Labour economics, 1995, Vol.2 (1), p.53-65

1995

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Simulated conditional moment tests

Economics letters, 1995, Vol.49 (3), p.239-245

Orme, Chris

1995

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On the sensitivity of the overdispersion test in a Weibull model

Statistics & probability letters, 2000, Vol.46 (1), p.95-100

Orme, Chris D

2000

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The robustness, reliabiligy and power of heteroskedasticity tests

Econometric reviews, 1999-01, Vol.18 (2), p.169-194

1999

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Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy

The Manchester school, 2013-10, Vol.81 (S3), p.1-2

2013

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THE CALCULATION OF THE INFORMATION MATRIX TEST FOR BINARY DATA MODELS

Manchester school of economic and social studies, 1988-12, Vol.56 (4), p.370-376

ORME, CHRIS

1988

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A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models

Modulation of Calcium Oxalate Monohydrate Crystallization by Citrate through Selective Binding to Atomic Steps

A Heteroskedasticity-Robust F-Test Statistic for Individual Effects

Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

Investigating Generalizations of Expected Utility Theory Using Experimental Data

Chemical footprints of giant planet formation: Role of planet accretion in shaping the C/O ratio of protoplanetary disks

Robust parametric tests of constant conditional correlation in a MGARCH model

FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS

Transformations of Ti-5Al-5V-5Cr-3Mo powder due to reuse in laser powder bed fusion: A surface analytical approach

The asymptotic distribution of the F-test statistic for individual effects

Hydriding of titanium: Recent trends and perspectives in advanced characterization and multiscale modeling

Temporary layoffs and split population models

Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

The small-sample performance of the information-matrix test

On Testing Sample Selection Bias Under the Multicollinearity Problem

Simulation-based tests for heteroskedasticity in linear regression models: Some further results

On the uniqueness of the maximum likelihood estimator

Using bootstrap methods to obtain nonnormality robust Chow prediction tests

On the Use of Artificial Regressions in Certain Microeconometric Models

Worker absence histories: a panel data study

Simulated conditional moment tests

On the sensitivity of the overdispersion test in a Weibull model

The robustness, reliabiligy and power of heteroskedasticity tests

Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy

THE CALCULATION OF THE INFORMATION MATRIX TEST FOR BINARY DATA MODELS

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